CME Euro FX (E) Future March 2021
| Trading Metrics calculated at close of trading on 18-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2021 |
18-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2111 |
1.2049 |
-0.0062 |
-0.5% |
1.2054 |
| High |
1.2112 |
1.2101 |
-0.0012 |
-0.1% |
1.2157 |
| Low |
1.2030 |
1.2041 |
0.0012 |
0.1% |
1.2029 |
| Close |
1.2043 |
1.2092 |
0.0049 |
0.4% |
1.2123 |
| Range |
0.0083 |
0.0060 |
-0.0023 |
-27.9% |
0.0129 |
| ATR |
0.0070 |
0.0069 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
207,928 |
176,081 |
-31,847 |
-15.3% |
745,581 |
|
| Daily Pivots for day following 18-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2256 |
1.2233 |
1.2124 |
|
| R3 |
1.2197 |
1.2174 |
1.2108 |
|
| R2 |
1.2137 |
1.2137 |
1.2102 |
|
| R1 |
1.2114 |
1.2114 |
1.2097 |
1.2126 |
| PP |
1.2078 |
1.2078 |
1.2078 |
1.2083 |
| S1 |
1.2055 |
1.2055 |
1.2086 |
1.2066 |
| S2 |
1.2018 |
1.2018 |
1.2081 |
|
| S3 |
1.1959 |
1.1995 |
1.2075 |
|
| S4 |
1.1899 |
1.1936 |
1.2059 |
|
|
| Weekly Pivots for week ending 12-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2488 |
1.2434 |
1.2194 |
|
| R3 |
1.2360 |
1.2306 |
1.2158 |
|
| R2 |
1.2231 |
1.2231 |
1.2147 |
|
| R1 |
1.2177 |
1.2177 |
1.2135 |
1.2204 |
| PP |
1.2103 |
1.2103 |
1.2103 |
1.2116 |
| S1 |
1.2049 |
1.2049 |
1.2111 |
1.2076 |
| S2 |
1.1974 |
1.1974 |
1.2099 |
|
| S3 |
1.1846 |
1.1920 |
1.2088 |
|
| S4 |
1.1717 |
1.1792 |
1.2052 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2177 |
1.2030 |
0.0147 |
1.2% |
0.0062 |
0.5% |
42% |
False |
False |
182,051 |
| 10 |
1.2177 |
1.1961 |
0.0216 |
1.8% |
0.0065 |
0.5% |
61% |
False |
False |
175,400 |
| 20 |
1.2203 |
1.1961 |
0.0243 |
2.0% |
0.0067 |
0.6% |
54% |
False |
False |
180,443 |
| 40 |
1.2368 |
1.1961 |
0.0408 |
3.4% |
0.0074 |
0.6% |
32% |
False |
False |
170,722 |
| 60 |
1.2368 |
1.1833 |
0.0535 |
4.4% |
0.0074 |
0.6% |
48% |
False |
False |
150,395 |
| 80 |
1.2368 |
1.1640 |
0.0728 |
6.0% |
0.0075 |
0.6% |
62% |
False |
False |
113,067 |
| 100 |
1.2368 |
1.1640 |
0.0728 |
6.0% |
0.0073 |
0.6% |
62% |
False |
False |
90,547 |
| 120 |
1.2368 |
1.1640 |
0.0728 |
6.0% |
0.0075 |
0.6% |
62% |
False |
False |
75,504 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2353 |
|
2.618 |
1.2256 |
|
1.618 |
1.2197 |
|
1.000 |
1.2160 |
|
0.618 |
1.2137 |
|
HIGH |
1.2101 |
|
0.618 |
1.2078 |
|
0.500 |
1.2071 |
|
0.382 |
1.2064 |
|
LOW |
1.2041 |
|
0.618 |
1.2004 |
|
1.000 |
1.1982 |
|
1.618 |
1.1945 |
|
2.618 |
1.1885 |
|
4.250 |
1.1788 |
|
|
| Fisher Pivots for day following 18-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2085 |
1.2103 |
| PP |
1.2078 |
1.2099 |
| S1 |
1.2071 |
1.2095 |
|